Sorry akumie... I guess when you hang around geeks all day you assume everyone knows how to use the command line. What version of Windows are you using? If you're on XP, you should be able to find "Command Prompt" under Accesories in the start menu.

what Accesories?I open start manu but find no Accesories, just kontrollpanel, run...

I did put all the roms in the same file as mednafen and then drag the rom to the mednafen program icon but it still would not start

Can someone please make deatailed tutorial exactly where to add the command line, what command lines need to be used where and the likes